Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.81% | 98.80 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,942 CHF | 496,942 CHF | 99.41% | 99.41% |
14/05/2024 | 0.82% | 97.80 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,281 CHF | 492,281 CHF | 98.94% | 98.94% |
13/05/2024 | 1.01% | 98.40 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,190 CHF | 496,190 CHF | 100.00% | 100.00% |
10/05/2024 | 1.01% | 98.10 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,806 CHF | 495,806 CHF | 99.84% | 99.84% |
08/05/2024 | 0.82% | 97.10 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,526 CHF | 489,526 CHF | 97.91% | 97.91% |
07/05/2024 | 0.83% | 96.50 % | 97.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,632 CHF | 484,632 CHF | 99.63% | 99.63% |
06/05/2024 | 1.04% | 95.90 % | 96.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,673 CHF | 483,673 CHF | 100.00% | 100.00% |
03/05/2024 | 0.99% | 95.30 % | 96.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,738 CHF | 480,479 CHF | 99.99% | 99.99% |
02/05/2024 | 0.84% | 94.60 % | 95.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,133 CHF | 479,133 CHF | 100.00% | 100.00% |
30/04/2024 | 1.04% | 95.50 % | 96.50 % | 500,000 | 500,000 | 500,000 | 499,522 | 476,585 CHF | 481,125 CHF | 99.59% | 99.59% |